Regression from Jan 2004 - Aug 2014

Rm-Rf Alpha R2
0.83 0.11% 0.710
Standard error 0.0472 0.0020
t-statistics 17.56 0.04

Fund Profile

Symbol DVY
Issuer iShares
Type ETF
Region USA
Style Mid Value

Rolling Charts:


Fund Returns from Jan 2004 - Aug 2014

Month RaR Rm-Rf Rf
200401 1.66 2.15 0.07
200402 3.37 1.40 0.06
200403 -1.42 -1.33 0.09
200404 -2.79 -1.83 0.08
200405 1.97 1.18 0.06
200406 2.44 1.86 0.08
200407 -1.03 -4.07 0.10
200408 3.22 0.08 0.11
200409 1.80 1.61 0.11
200410 1.59 1.43 0.11
200411 4.65 4.54 0.15
200412 1.40 3.43 0.16
200501 -3.02 -2.75 0.16
200502 2.55 1.89 0.16
200503 -1.04 -1.96 0.21
200504 -0.68 -2.61 0.21
200505 2.95 3.65 0.24
200506 1.44 0.56 0.23
200507 3.62 3.92 0.24
200508 -1.64 -1.22 0.30
200509 -0.27 0.48 0.29
200510 -1.65 -2.00 0.27
200511 1.38 3.62 0.31
200512 -0.62 -0.25 0.32
200601 1.73 3.04 0.35
200602 1.65 -0.30 0.34
200603 -0.13 1.46 0.37
200604 2.06 0.72 0.36
200605 -1.38 -3.57 0.43
200606 0.82 -0.35 0.40
200607 3.32 -0.78 0.40
200608 1.14 2.03 0.42
200609 1.68 1.84 0.41
200610 3.35 3.23 0.41
200611 1.62 1.71 0.42
200612 2.13 0.87 0.40
200701 1.00 1.41 0.44
200702 -0.61 -1.95 0.38
200703 1.44 0.68 0.43
200704 2.77 3.49 0.44
200705 1.98 3.24 0.41
200706 -3.22 -1.96 0.40
200707 -5.82 -3.74 0.40
200708 2.05 0.92 0.42
200709 1.17 3.23 0.32
200710 0.06 1.80 0.32
200711 -2.79 -4.82 0.34
200712 -3.43 -0.86 0.27
200801 0.18 -6.35 0.21
200802 -8.39 -3.09 0.13
200803 -1.13 -0.94 0.17
200804 2.59 4.60 0.18
200805 -1.88 1.86 0.18
200806 -14.42 -8.44 0.17
200807 4.21 -0.77 0.15
200808 3.74 1.53 0.13
200809 1.01 -9.24 0.15
200810 -11.46 -17.23 0.08
200811 -8.91 -7.86 0.03
200812 -2.49 1.66 0.09
200901 -15.67 -8.12 0.00
200902 -14.89 -10.09 0.01
200903 7.11 8.95 0.02
200904 11.51 10.19 0.01
200905 2.56 5.21 0.00
200906 -0.10 0.43 0.01
200907 9.67 7.72 0.01
200908 3.30 3.32 0.01
200909 4.00 4.08 0.01
200910 -1.38 -2.59 0.00
200911 5.35 5.56 0.00
200912 3.40 2.75 0.01
201001 -2.75 -3.36 0.00
201002 3.05 3.40 0.00
201003 5.54 6.32 0.01
201004 3.18 2.00 0.00
201005 -6.95 -7.89 0.01
201006 -3.05 -5.56 0.01
201007 7.30 6.92 0.01
201008 -3.11 -4.77 0.01
201009 7.15 9.54 0.01
201010 2.65 3.88 0.01
201011 -0.66 0.60 0.01
201012 5.32 6.82 0.01
201101 0.23 2.01 0.01
201102 2.80 3.49 0.01
201103 2.40 0.48 0.01
201104 2.92 2.90 0.00
201105 0.84 -1.27 0.00
201106 -1.30 -1.75 0.00
201107 -2.98 -2.34 0.00
201108 -0.74 -6.00 0.01
201109 -4.42 -7.60 0.00
201110 8.02 11.34 0.00
201111 1.39 -0.26 0.00
201112 2.62 0.74 0.00
201201 0.02 5.06 0.00
201202 3.04 4.43 0.00
201203 1.91 3.11 0.00
201204 1.29 -0.84 0.00
201205 -3.16 -6.20 0.01
201206 3.35 3.88 0.00
201207 2.02 0.79 0.00
201208 -0.28 2.56 0.01
201209 1.82 2.74 0.01
201210 0.26 -1.75 0.01
201211 -0.33 0.77 0.01
201212 0.26 1.18 0.01
201301 5.05 5.58 0.00
201302 1.59 1.28 0.00
201303 4.71 4.03 0.00
201304 3.27 1.56 0.00
201305 -1.29 2.81 0.00
201306 -0.11 -1.21 0.00
201307 5.52 5.65 0.00
201308 -4.19 -2.69 0.00
201309 3.35 3.76 0.00
201310 5.20 4.17 0.00
201311 0.54 3.12 0.00
201312 2.47 2.81 0.00
201401 -2.65 -3.26 0.00
201402 3.64 4.65 0.00
201403 2.71 0.41 0.00
201404 2.06 -0.14 0.00
201405 0.58 2.06 0.00
201406 3.07 2.59 0.00
201407 -4.34 -2.05 0.00
201408 4.07 4.23 0.00

Other Funds


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